Marcus Jun Rong Foo, Nixie S. Lesmana, Chi Seng Pun. DRL Trading with CPT Actor and Truncated Quantile Critics. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 574-582, ACM, 2023. [doi]
@inproceedings{FooLP23,
title = {DRL Trading with CPT Actor and Truncated Quantile Critics},
author = {Marcus Jun Rong Foo and Nixie S. Lesmana and Chi Seng Pun},
year = {2023},
doi = {10.1145/3604237.3626886},
url = {https://doi.org/10.1145/3604237.3626886},
researchr = {https://researchr.org/publication/FooLP23},
cites = {0},
citedby = {0},
pages = {574-582},
booktitle = {4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023},
publisher = {ACM},
}